Photoelectrochemical cells are the devices that can convert light to the other energies such as electricity and fuels. Solar-to-electricity cells, which are called solar cells, and solar-to-fuel cells, which are focused on the solar water splitting, have been intensely researched in the past decade because of their potential applications for the alternate energy. In this thesis, we have prepared photoelectrodes of photoelectrochemical cells and improved the solar-to-electrical conversion efficiency by optimizing photoelectrodes and developing device configuration. For quantum dots sensitized solar cells, phuotoanodes consisting of CdS sensitized titania nanorods with ZnS passivation layer are applied for solar cells. Single crystal TiO2 nanorods (TiNR) have been directly grown vertically on transparent conducting glass by a facile hydrothermal method and deposited with CdS and then a ZnS layer on the TiO2 surface via a successive ionic layer adsorption and reaction (SILAR) method. The effect of ZnS amount is studied in this system. Electrochemical results indicate that the photocurrent density (Jsc) is greatly improved by increasing the amount of ZnS. By optimizing the length of titania nanorods and the amount of CdS and ZnS, the best efficiency of 1.8% was achieved for solar cell under AM 1.5 G illumination with Jsc = 4.19 mA cm-2, Voc = 0.82 V and FF = 54%. To study the growth mechanism of TiO2 nanorods, we have prepared tin oxide hollow microspheres (SnHMs). The SnMHs, which is consisting of SnO2 nanoparticles with 20 – 40 nm of diameter, shows hirerarichical morphology. We subsequently have synthesized TiO2 nanorods on the SnMHs by the hydrothermal method as above paragraph. The TiNR-SnMHs composite materials are obtained and used as scattering layer materials for dye-sensitized solar cells. The solar-to-electricity conversion efficiency of 7.4% in the cells with TiNR-SnMHs scaterring layer is better than that of 6.5% without the scattering layer. We have also prepared TiNR by the microwave-assisted hydrothermal method. It costs only two hours to directly grow the TiO2 nanorods on the FTO substrate. Furthermore, we have obtained the TiO2 nanods possess different lengths and diameters by adjusting reactant concetraction. In order to enhance the dye adsorption, the TiO2 nanorods are etched by dipping in the H2O2 solution. The dye adsorption of the etched TiNR is similar to TiO2 nanoparticles (TiNP). The current densisty of the etched TiNR is even better than that of TiNP owing to the outstanding one-dimentioal structure that not only provides the direct electron pathway also reduces the recombination of electrons and holes. In the study of solar water splitting, Cu2ZnSnS4 (CZTS) has been fabricated via a solvothermal method and deposited on a fluorine-doped tin oxide glass to form a photocathode for highly efficient solar photoelectrochemical (PEC) water splitting. The photocurrents for solar PEC water splitting are measured by a system consisting CdS/TiO2 photoanode, CZTS photocathode, and Ag/AgCl reference electrode is nominated as two-photoelectrode system. A maximum current of 2.39 mA is achieved for the device with two-photoelectrode system, under AM 1.5G with 100 mW cm-2, which is larger than that of the device with a Pt cathode (1.88 mA). The low cost and outstanding optoelectronic properties of CZTS make it a promising cathode substitute for platinum in solar PEC water splitting.